Optimal control theory and static optimization in economics (Book, 1992) [WorldCat.org]
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Optimal control theory and static optimization in economics

Author: Daniel Leonard; Ngo van Long
Publisher: Cambridge ; New York : Cambridge University Press, 1992.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Designed to make the difficult subject of optimal control theory accessible to economists while maintaining rigour.
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Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Daniel Leonard; Ngo van Long
ISBN: 0521331587 9780521331586 0521337461 9780521337465
OCLC Number: 23384087
Description: x, 353 pages : illustrations ; 24 cm
Contents: Machine derived contents note: 1. Static optimization --
2. Ordinary differential equations --
3. Introduction to dynamic optimization --
4. The Maximum principle --
5. Connections with the calculus of variations and dynamic programming --
6. The constrained control problem --
7. Endpoint constraints and transversality conditions --
8. Discontinuities in the optimal controls --
9. Infinity horizon problems --
10. Three special topics.
Responsibility: Daniel Leonard, Ngo van Long.
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Abstract:

This textbook is designed to make the difficult subject of optimal control theory accessible to economists while maintaining rigour.  Read more...

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